-43.7%
KHC vs AR
+10.6%
-54.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.0% | -2.7% |
| 7D | +1.1% | -14.3% | +15.4% | +2.2% |
| 30D | +12.0% | +1.4% | +10.5% | +11.8% |
| 3M | +0.2% | +3.4% | -3.2% | -0.2% |
| 6M | +10.3% | -2.1% | +12.4% | +10.2% |
| YTD | +6.7% | +4.7% | +2.0% | +5.8% |
| 1Y | +10.9% | +10.6% | +0.3% | +9.4% |
| 3Y | -12.6% | +24.6% | -37.2% | -16.0% |
| 5Y | -16.3% | +71.9% | -88.2% | -23.8% |
| 10Y | -53.2% | +46.4% | -99.6% | -62.5% |
| All | -43.7% | +10.6% | -54.3% | -55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling